Soc. Generale Put 32 COK 20.06.20.../  DE000SY0D815  /

Frankfurt Zert./SG
2024-09-09  10:56:00 AM Chg.-0.010 Bid11:06:08 AM Ask11:06:08 AM Underlying Strike price Expiration date Option type
0.710EUR -1.39% 0.700
Bid Size: 10,000
0.710
Ask Size: 10,000
CANCOM SE O.N. 32.00 EUR 2025-06-20 Put
 

Master data

WKN: SY0D81
Issuer: Société Générale
Currency: EUR
Underlying: CANCOM SE O.N.
Type: Warrant
Option type: Put
Strike price: 32.00 EUR
Maturity: 2025-06-20
Issue date: 2024-05-16
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -3.57
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.56
Implied volatility: 0.46
Historic volatility: 0.33
Parity: 0.56
Time value: 0.18
Break-even: 24.60
Moneyness: 1.21
Premium: 0.07
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.37%
Delta: -0.58
Theta: -0.01
Omega: -2.06
Rho: -0.18
 

Quote data

Open: 0.720
High: 0.720
Low: 0.710
Previous Close: 0.720
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.90%
1 Month  
+26.79%
3 Months  
+16.39%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.670
1M High / 1M Low: 0.720 0.560
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.692
Avg. volume 1W:   0.000
Avg. price 1M:   0.646
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   50.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -